-12.8%
SHOP vs BLK
+32.0%
-44.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | -0.2% |
| 7D | -11.2% | -3.3% | -7.9% | -7.4% |
| 30D | -14.4% | -6.5% | -7.9% | -6.9% |
| 3M | +16.6% | +6.7% | +9.8% | +6.0% |
| 6M | -0.6% | +14.7% | -15.3% | -18.8% |
| YTD | -20.0% | +2.5% | -22.5% | -24.9% |
| 1Y | -11.2% | -2.8% | -8.4% | -11.3% |
| 3Y | +99.5% | +65.9% | +33.6% | -4.4% |
| All | -12.8% | +32.0% | -44.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling